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Currency Analyst since 2010

Key option levels

FXBAZOOKA.com - Market prices tend to move towards the strike price at the time large vanilla options (ordinary put and call options) expire. It happens (all things equal) as each side of the deal seeks to hedge its risk exposure. This action is most noticeable ahead of 10 a.m. New York time when the majority of options expire (15:00 GMT).

Here are the key options expiring today:

EUR/USD:
1.1350 (EUR 458m), 1.1450 (EUR 1.2bln);

GBP/USD: 1.5000 (GBP 771m);

USD/JPY: 117.00 (USD 2bln), 118.00 (USD 1.4bln), 118.50 (USD 320m), 119.00 (USD 330m);

USD/CAD: 1.2350 (USD 300m), 1.2450 (USD 405m), 1.2500 (USD 353m);

AUD/USD: 0.7650 (AUD 529m), 0.7900 (AUD 202m), 0.7925 (AUD 417m);

NZD/USD: 0.7350 (NZD 251m);

AUD/JPY: 0.9400 (AUD 350m).

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